I am getting the following error message while installing, let me know if I need to post more details.
I followed instructions from the following location: https:/
If still not able to install mysql2 gem on windows7 or not very clear on the steps to follow, then please go through this post which will help you in step-by-step installation - http://rorguide.blogspot.com/2011/03/installing-mysql2-gem-on-ruby-192-and.html
And for mysql_api.so error (C:/Ruby192/lib/ruby/gems/1.9.1/gems/mysql-2.8.1-x86-mingw32/lib/1.9/mysql_api.so), copy "libmySQL.dll" file from C:\Program Files\MySQL\MySQL Server 5.1\bin to C:\Ruby192\bin
Path of installation may vary, for details refer to this post - http://rorguide.blogspot.com/2011/03/getting-error-specified-module-could.html.
Hope, this will help you in sorting out your issues.